England had to settle for a 2-1 series victory after New Zealand won the third Test 34-0 at Elland Road.
Winger Ken Maumalo scored two tries to ensure the Kiwis prevented a whitewash after defeats in Hull and Liverpool.
New Zealand drew first blood in the fifth minute as prop Jared Waerea-Hargreaves squeezed a pass out of a three-man tackle to create the space for full-back Dallin Watene-Zelezniak to work Maumalo over.
England left winger Tom Makinson, the newly-crowned 2018 Golden Boot winner, had a try disallowed for obstruction in the build-up while centre Oliver Gildart was similarly denied by the video referee.
The tourists went into half-time 18-0 ahead after scrum-half Kodi Nikorima created a try for second rower Isaac Liu and then scored one himself.
Maumalo went over again early in the second half and, after Waerea-Hargreaves was sin-binned, player-of-the-series Makinson had another try chalked off as his foot was in touch.
With Jermaine McGillvary in the bin for holding down in the tackle, Jesse Bromwich and Joseph Tapine crossed for the Kiwis.
England coach Wayne Bennett said: “We got to the tryline on a couple of occasions when they weren’t deemed to be tries but it works that way sometimes.
Shield retained ✅🏆 pic.twitter.com/rGBKPlFstL— England Rugby League (@England_RL) November 11, 2018
“You’ve got to keep everything in perspective, we’ve had two great games and won the series, New Zealand probably played their best game today.
“We’re going in the right direction, I’m pleased with the way we’re going.
“I’ve learned there’s a pretty talented group of footballers in this country.
“We had about 12 or 13 players not in the team who played in Australia so you’ve got a very healthy squad to pick from going forward.
“There are five or six guys who have given us a good glimpse of what they can produce. Luke Thompson is one of those, we’ve all seen what Tom (Makinson) has done on the wing, Jake Connor in the centre, Oliver Gildart to name just a few.”